Interest Rates Products

View All IR Products

CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.105 -0.01 Show Price Chart 99.115 99.125 99.105 230,490
10-Year T-Note Futures ZNU6 SEP 2016 SEP 2016 132'040 -0'035 Show Price Chart 132'095 132'165 131'290 904,922
Ultra 10-Year U.S. Treasury Note Futures TNU6 SEP 2016 SEP 2016 144'245 -0'015 Show Price Chart 144'285 145'050 144'115 48,306
30 Day Federal Funds Futures ZQV6 OCT 2016 OCT 2016 99.56 0.00 Show Price Chart 99.55 99.565 99.55 16,275
5-Year USD Deliverable Interest Rate Swap Futures F1UU6 SEP 2016 103'270 -0'040 Show Price Chart 104'000 104'000 103'260 2,358
10-Year USD Deliverable Interest Rate Swap Futures N1UU6 SEP 2016 106'280 -0'050 Show Price Chart 107'020 107'055 106'230 1,645
Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEU6 SEP 2016 SEP 2016 99.185 -0.005 Show Price Chart 99.19 99.195 99.18 196,850
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.105 -0.01 Show Price Chart 99.115 99.125 99.105 230,490
Eurodollar Futures GEH7 MAR 2017 MAR 2017 99.06 -0.015 Show Price Chart 99.075 99.08 99.055 179,696
Eurodollar Futures GEM7 JUN 2017 JUN 2017 99.015 -0.02 Show Price Chart 99.035 99.04 99.01 207,460
Eurodollar Futures GEU7 SEP 2017 SEP 2017 98.975 -0.02 Show Price Chart 98.99 99.005 98.97 146,765
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 98.92 -0.025 Show Price Chart 98.94 98.955 98.915 176,810
Eurodollar Futures GEH8 MAR 2018 MAR 2018 98.895 -0.02 Show Price Chart 98.915 98.93 98.885 102,327
Eurodollar Futures GEM8 JUN 2018 JUN 2018 98.855 -0.025 Show Price Chart 98.88 98.895 98.85 108,934
30 Day Federal Funds Futures ZQV6 OCT 2016 OCT 2016 99.56 0.00 Show Price Chart 99.55 99.565 99.55 16,275
2-Year Eurodollar Bundle Futures BU2U6 SEP 2016 SEP 2016 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3U6 SEP 2016 SEP 2016 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5U6 SEP 2016 SEP 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTU6 SEP 2016 SEP 2016 109'107 -0'017 Show Price Chart 109'125 109'137 109'102 149,128
5-Year T-Note Futures ZFU6 SEP 2016 SEP 2016 121'157 -0'030 Show Price Chart 121'197 121'235 121'122 452,960
10-Year T-Note Futures ZNU6 SEP 2016 SEP 2016 132'040 -0'035 Show Price Chart 132'095 132'165 131'290 904,922
Ultra 10-Year U.S. Treasury Note Futures TNU6 SEP 2016 SEP 2016 144'245 -0'015 Show Price Chart 144'285 145'050 144'115 48,306
Ultra U.S. Treasury Bond Futures UBU6 SEP 2016 SEP 2016 187'00 +0'24 Show Price Chart 186'19 187'15 185'10 60,037
U.S. Treasury Bond Futures ZBU6 SEP 2016 SEP 2016 171'26 +0'11 Show Price Chart 171'20 172'09 170'22 198,050

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD Deliverable Interest Rate Swap Futures T1UU6 SEP 2016 - - Show Price Chart - - - 0
5-Year USD Deliverable Interest Rate Swap Futures F1UU6 SEP 2016 103'270 -0'040 Show Price Chart 104'000 104'000 103'260 2,358
7-Year USD Deliverable Interest Rate Swap Futures S1UU6 SEP 2016 - - Show Price Chart - - - 0
10-Year USD Deliverable Interest Rate Swap Futures N1UU6 SEP 2016 106'280 -0'050 Show Price Chart 107'020 107'055 106'230 1,645
20-Year USD Deliverable Interest Rate Swap Futures E1UU6 SEP 2016 - - Show Price Chart - - - 0
30-Year USD Deliverable Interest Rate Swap Futures B1UU6 SEP 2016 120'29 +0'10 Show Price Chart 120'20 121'05 120'00 101
2-Year Euro Deliverable Interest Rate Swap Futures T1EU6 SEP 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Navigate our Interest Rates Product Suite

Interest Rates Trading Strategies

Interest Rate Blocks

Learn how to take advantage of privately-negotiated futures trades between eligible counterparties.

Optimization Center

Discover the benefits of trading futures instead of swaps and how you can get started in the futures market.

Contact Us

For more information about our Interest Rates products 

Email Us

Contact a Market Maker

Submit a request to receive applicable contact information for our market makers.

Register Now

Subscribe to Updates

Stay up-to-date with what is happeing in Interest Rates markets.

Interest Rate Emails
Daily Interest Rate Options Reports
Eurodollar Heatmap